Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 34.52% | 0.03 CHF | 0.04 CHF | 225,000 | 225,000 | 381,046 | 236,011 | 8,689 CHF | 8,111 CHF | 99.95% | 99.95% |
19/11/2024 | 30.49% | 0.03 CHF | 0.04 CHF | 275,000 | 250,000 | 227,595 | 222,852 | 6,308 CHF | 8,417 CHF | 99.79% | 99.79% |
18/11/2024 | 39.01% | 0.03 CHF | 0.04 CHF | 350,000 | 250,000 | 635,377 | 250,000 | 12,952 CHF | 7,685 CHF | 99.90% | 99.90% |
15/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 300,000 | 250,000 | 338,243 | 250,000 | 8,456 CHF | 8,750 CHF | 100.00% | 100.00% |
14/11/2024 | 33.24% | 0.03 CHF | 0.04 CHF | 325,000 | 250,000 | 305,518 | 249,450 | 7,662 CHF | 8,755 CHF | 99.60% | 99.60% |
13/11/2024 | 28.58% | 0.03 CHF | 0.04 CHF | 175,000 | 175,000 | 190,353 | 189,934 | 5,698 CHF | 7,586 CHF | 99.95% | 99.95% |
12/11/2024 | 31.66% | 0.03 CHF | 0.04 CHF | 275,000 | 250,000 | 270,527 | 234,029 | 7,108 CHF | 8,536 CHF | 99.75% | 99.75% |
11/11/2024 | 29.08% | 0.03 CHF | 0.04 CHF | 175,000 | 175,000 | 200,755 | 200,756 | 5,880 CHF | 7,888 CHF | 99.81% | 99.81% |
08/11/2024 | 26.13% | 0.03 CHF | 0.04 CHF | 175,000 | 175,000 | 172,390 | 172,390 | 5,727 CHF | 7,451 CHF | 99.88% | 99.88% |
07/11/2024 | 31.99% | 0.03 CHF | 0.04 CHF | 225,000 | 225,000 | 251,976 | 240,755 | 6,609 CHF | 8,736 CHF | 99.88% | 99.88% |